+170.5%
GM vs ET
+96.2%
+74.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -2.4% | +0.2% | -2.7% | -2.5% |
| 30D | -1.1% | +2.9% | -4.0% | -2.1% |
| 3M | +6.1% | +16.8% | -10.7% | +0.4% |
| 6M | +15.0% | +18.9% | -3.9% | +7.4% |
| YTD | +6.0% | +37.7% | -31.7% | -7.1% |
| 1Y | +47.1% | +32.4% | +14.7% | +30.9% |
| 3Y | +170.5% | +99.5% | +71.0% | +72.0% |
| All | +170.5% | +96.2% | +74.3% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling